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Asset Price Dynamics, Volatility, and Prediction
Stephen J. Taylor
Asset Price Dynamics, Volatility, and Prediction
Stephen J. Taylor
Moving beyond purely theoretical models, the author applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions.
544 pages, 101 line illus. 47 tables.
Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
Lançado | 2 de setembro de 2007 |
ISBN13 | 9780691134796 |
Editoras | Princeton University Press |
Páginas | 544 |
Dimensões | 156 × 234 × 24 mm · 790 g |
Idioma | English |
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